Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 210'000 | 210'000 | 209'062 | 209'062 | 159'117 CHF | 161'209 CHF | 100.00% | 100.00% |
15.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 210'000 | 210'000 | 208'648 | 208'648 | 153'504 CHF | 155'595 CHF | 100.00% | 100.00% |
14.05.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 210'000 | 210'000 | 209'333 | 209'333 | 154'056 CHF | 156'150 CHF | 100.00% | 100.00% |
13.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 215'000 | 215'000 | 214'189 | 214'189 | 170'156 CHF | 172'298 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 220'000 | 220'000 | 217'860 | 217'860 | 178'320 CHF | 180'498 CHF | 100.00% | 100.00% |
08.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 220'000 | 220'000 | 219'040 | 219'040 | 180'601 CHF | 182'792 CHF | 99.06% | 99.06% |
07.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 215'000 | 215'000 | 214'416 | 214'416 | 172'610 CHF | 174'755 CHF | 97.85% | 97.85% |
06.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 220'000 | 220'000 | 218'858 | 218'858 | 179'067 CHF | 181'255 CHF | 100.00% | 100.00% |
03.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 220'000 | 220'000 | 219'538 | 219'538 | 184'684 CHF | 186'879 CHF | 100.00% | 100.00% |
02.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 220'000 | 220'000 | 221'360 | 221'360 | 190'411 CHF | 192'625 CHF | 100.00% | 100.00% |